Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:alsoKnownAs |
gptkb:Jensen's_alpha
|
| gptkbp:appliesTo |
mutual funds
investment portfolios |
| gptkbp:assumes |
CAPM is valid
|
| gptkbp:category |
performance evaluation
|
| gptkbp:developedBy |
gptkb:Michael_C._Jensen
|
| gptkbp:form |
Jensen's alpha = Portfolio return - [Risk-free rate + Beta × (Market return - Risk-free rate)]
|
| https://www.w3.org/2000/01/rdf-schema#label |
Jensen's model
|
| gptkbp:introducedIn |
1968
|
| gptkbp:measures |
abnormal return
|
| gptkbp:publishedIn |
gptkb:Journal_of_Finance
|
| gptkbp:relatedTo |
gptkb:CAPM
|
| gptkbp:usedFor |
measuring portfolio performance
|
| gptkbp:usedIn |
finance
|
| gptkbp:bfsParent |
gptkb:New_Foundations_with_Urelements
gptkb:NFU_(New_Foundations_with_Urelements) |
| gptkbp:bfsLayer |
7
|